Anic Equity¶

'#---------------------------------------------------------#'

Total return since start: 0.607 %¶

'#---------------------------------------------------------#'

Equity now: -----------------------------> 49098.29 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45035.4 Kr¶

PnL: ---------------------------------------> -20.6 Kr¶

DD now: ---------------------------------> -7.572 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-07-05 17:10:49.793912'

Anic Portfolio¶

Today¶

Return: -1.248 %¶

This Week¶

Return: -0.416 %¶

Total portfolio value¶

Return including deposits: 60.735 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Excess return¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Hennes & Mauritz B 9 -0.010000 1667.520000 198.520000 13.510000 1468.999998
Orrön Energy 180 -2.490000 2147.400000 104.400000 5.110000 2043.000000
Atrium Ljungberg B 5 -0.200000 993.000000 58.000000 6.200000 935.000000
Sagax B 4 0.580000 902.400000 48.400000 5.670000 854.000000
Hoist Finance 35 0.690000 1023.750000 43.750000 4.460000 980.000000
Sagax A 4 0.000000 896.000000 42.000000 4.920000 854.000000
Hexatronic Group 12 0.410000 1005.840000 38.840000 4.020000 966.999996
Catena 2 -1.760000 824.000000 32.000000 4.040000 792.000000
JM 6 -0.930000 894.000000 30.000000 3.470000 864.000000
Platzer Fastigheter Holding B 12 -3.410000 985.200000 24.200000 2.520000 960.999996
OX2 13 1.360000 967.850000 17.850000 1.880000 949.999999
Bilia A 8 -0.700000 909.600000 9.600000 1.070000 900.000000
Biotage 7 -0.800000 949.900000 8.900000 0.950000 940.999997
BioGaia B 8 -2.100000 930.400000 0.400000 0.040000 930.000000
HEXPOL B 9 -0.700000 1020.600000 -0.400000 -0.040000 1020.999996
AcadeMedia 8 -1.180000 401.600000 -0.400000 -0.100000 402.000000
Gränges 9 -1.580000 927.450000 -0.550000 -0.060000 927.999999
VEF 909 -3.330000 1845.270000 -4.730000 -0.260000 1850.000436
Byggmax Group 33 -2.710000 947.100000 -8.900000 -0.930000 956.000001
INVISIO 16 1.770000 3680.000000 -9.000000 -0.240000 3689.000000
Clas Ohlson B 12 -2.260000 961.800000 -11.200000 -1.150000 972.999996
ASSA ABLOY B 3 -1.620000 767.100000 -11.900000 -1.530000 779.000001
EQT 4 -2.390000 816.400000 -15.600000 -1.880000 832.000000
Addnode Group B 11 0.060000 902.550000 -18.450000 -2.000000 921.000003
Creaspac SPAC 39 0.000000 3697.200000 -20.800000 -0.560000 3717.999987
Alimak Group 11 -1.680000 903.100000 -24.900000 -2.680000 927.999996
Nordic Waterproofing Holding 7 -1.320000 940.800000 -26.200000 -2.710000 966.999999
SKF B 5 -1.360000 905.750000 -34.250000 -3.640000 940.000000
Indutrade 5 -1.050000 1177.500000 -40.500000 -3.330000 1218.000000
Latour B 4 -0.290000 813.600000 -43.400000 -5.060000 857.000000
Sedana Medical 93 -7.270000 2468.220000 -52.780000 -2.090000 2521.000011
Vitec Software Group B 2 -2.360000 1034.000000 -53.000000 -4.880000 1087.000000
Bufab 3 -1.140000 1038.600000 -70.400000 -6.350000 1109.000001
BHG Group 97 -1.690000 1358.000000 -101.000000 -6.920000 1458.999989
Hexagon B 26 -2.950000 3331.900000 -129.100000 -3.730000 3461.000010
TOTAL 45035.400000 -20.600000 -7.5716% 45056.000411

Updated:¶

'2023-07-05 17:11:07.458483'
None

Last optimization/rebalancing:¶

'2023-06-15'

Next optimization/rebalancing:¶

'2023-07-26'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶